+1,251.2%
AAOI vs USB
+40.0%
+1,211.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | -0.7% | +1.4% | -2.1% | -1.8% |
| 30D | -17.9% | -1.3% | -16.6% | -17.2% |
| 3M | -48.0% | +15.2% | -63.2% | -54.1% |
| 6M | +5.8% | +18.8% | -13.0% | -9.7% |
| YTD | +202.7% | +21.0% | +181.7% | +145.9% |
| 1Y | +352.5% | +34.0% | +318.5% | +237.0% |
| 3Y | +657.0% | +95.3% | +561.7% | +351.5% |
| All | +1,251.2% | +40.0% | +1,211.2% | +671.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling